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1. According to the APT, what are the expected values of the un in Eq. (7.1)? What is the corresponding relationship for the CAPM?
2. Work by Fama and French, and others, over the past decade has identified size and book-to-price ratios as two critical factors determining expected returns. How would you build an APT model based on those two factors? Would the model require additional factors?
Text Book: Active Portfolio Management, 2/E By Grinold.o Management, 2/E By Grinold.
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We also know that in 2012, the corporation paid $18,077,052 in interest, and that Depreciation and amortization costs amounted to $11,821,040. Rhodes controls its cost so as to maintain EBITDA equal to 15% of sales. What was the net sales amount fo..
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